+234.8%
WAT vs RCAT
-99.6%
+334.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.4% | -7.2% | +4.1% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | +9.9% | -22.0% | +31.9% | +10.0% |
| 3M | +17.2% | -51.1% | +68.3% | +17.4% |
| 6M | +34.2% | -56.6% | +90.8% | +34.5% |
| YTD | +25.5% | -43.3% | +68.8% | +25.6% |
| 1Y | +28.3% | -51.5% | +79.8% | +28.4% |
| 3Y | +88.4% | +411.4% | -323.0% | +87.1% |
| 5Y | +36.1% | +74.4% | -38.3% | +35.3% |
| 10Y | +234.8% | -99.6% | +334.4% | +247.6% |
| All | +234.8% | -99.6% | +334.4% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling